If Postfix is installed on your Centreon server, check the configuration file and make sure that you have the line "relayhhost = address_of_your_echange_server" correctly configured.
You will maybe need to deactivate smtp authentication on your exchange server for the Centreon Server (or whitelist Centreon server).
Then, test again to send a mail with :
mail -s firstname.lastname@example.org
Don't forget the dot at the end of your email.
Check also the /var/log/mail.log to see if everything is OK
Ubuntu server 10.04 LTS 64 Bits - Haute dispo 4 serveurs centraux (réplication MySQL + VIP + Rsync)
Nagios 3.3.1 | Centreon 2.3.9 | Centreon-Broker 2.1.1 | 2000 hôtes - 5000 services | 6 Remote Pollers
Dev : CES 2.2 - Centengine - Centreon 2.4.1